If you are using ADO.NET 4.5 in Visual Basic 2012,you must create a coded connection for the Windows form.

Name: If you are using ADO.NET 4.5 in Visual Basic 2012,you must create a coded connection for the Windows form.
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In Visual Basic 2012 with ADO.NET 4.5, you can use the Data Source Configuration Wizard to create a connection to a database, rather than having to create a coded connection. The wizard will generate a connection string that you can use in your application.

If You Are Using ADO